+10,545.1%
LIN vs SHW
+12,047.8%
-1,502.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.1% | -3.2% | +1.1% | -0.8% |
| 30D | -2.4% | -9.5% | +7.1% | +1.8% |
| 3M | -5.6% | +11.5% | -17.0% | -10.4% |
| 6M | -3.4% | -3.5% | +0.2% | -3.0% |
| YTD | +13.1% | +3.7% | +9.4% | +9.9% |
| 1Y | +2.5% | -7.9% | +10.4% | +4.5% |
| 3Y | +27.6% | +24.7% | +2.9% | +12.3% |
| 5Y | +63.0% | +13.6% | +49.4% | +45.5% |
| 10Y | +359.3% | +283.0% | +76.3% | +135.4% |
| All | +10,545.1% | +12,047.8% | -1,502.7% | +1,150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling